Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 33 0 0 2 99
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 43 0 0 0 76
Automated Estimation of Vector Error Correction Models 0 1 3 289 0 1 10 249
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 2 71 1 1 6 162
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 6 0 0 4 60
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 0 0 111 0 0 2 184
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 43 1 1 2 104
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 26 0 0 2 98
Sieve Inference on Semi-nonparametric Time Series Models 0 1 2 39 0 1 3 108
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 13 0 0 1 51
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 1 52
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 0 0 0 55
Total Working Papers 0 2 8 699 2 4 33 1,298


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 2 19 0 0 6 76
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 1 1 19 0 1 4 88
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 4 0 1 9 97
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 0 8 52 0 0 15 206
Sieve M inference on irregular parameters 0 0 0 14 0 2 3 107
Sieve inference on possibly misspecified semi-nonparametric time series models 3 4 6 28 6 8 18 131
Sieve semiparametric two-step GMM under weak dependence 0 2 6 14 2 5 16 90
Total Journal Articles 3 7 23 150 8 17 71 795


Statistics updated 2022-11-05